+69.1%
OTIS vs WTW
+119.4%
-50.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.0% | -5.7% | +2.8% | -1.3% |
| 30D | -6.0% | -7.3% | +1.2% | -3.9% |
| 3M | -0.9% | +21.5% | -22.3% | -6.7% |
| 6M | -17.3% | +9.6% | -27.0% | -20.1% |
| YTD | -19.6% | -3.3% | -16.3% | -19.5% |
| 1Y | -21.0% | -6.1% | -14.9% | -20.3% |
| 3Y | -12.1% | +61.8% | -73.9% | -26.4% |
| 5Y | -17.1% | +42.7% | -59.8% | -28.7% |
| All | +69.1% | +119.4% | -50.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling